Forecasting for Economics and Business

(3 Credit Hours) · Undergraduate

This course is an introduction to forecasting using time series data. It covers various models and methods to make predictions about the future, quantify uncertainty, and evaluate forecast performance. It is designed for students with some background in econometrics and statistics (at the level of ECON30331), who are interested in forecasting applications in economics, business, and related fields. During the course, students use Matlab to create data-driven forecast reports for a leading macroeconomic series.